She comes down here and makes her points on her terms. It's quite an easy play for her and one she has perfected over the years. Never seen her flustered which is a brilliant trait for a politician to have.
Being the public face of Scottish Independence and not getting it is quite a good position to be in. She can talk the talk without the burden of walking the walk. Being the populist outsider is a great benefit. If Scotland became independent you'd soon see a fair bit of fluster as soon as the blame for things couldn't be shifted onto the Colonialists of Whitehall.
Boris Johnson and many others tried the same tactic then had it blow up in their face when Leave won the referendum and they had to deliver it and show how good it was. Ideally for them Remain would have won and then they could have bemoaned the fact, rode the popularity that generated but hidden behind a false respect for the democratic process and the will of the majority as an excuse not to challenge it again.